Cauchy–Schwarz inequality

In mathematics, the Cauchy–Schwarz inequality, also known as the Cauchy–Bunyakovsky–Schwarz inequality, is a useful
inequality encountered in many different settings, such as linear algebra, analysis, probability theory, vector algebra and other
areas. It is considered to be one of the most important inequalities in all of mathematics.[1]

The inequality for sums was published by Augustin-Louis Cauchy (1821), while the corresponding inequality for integrals was
first proved by Viktor Bunyakovsky (1859). The modern proof of the integral inequality was given by Hermann Amandus
Schwarz (1888).[1]

Contents
Statement of the inequality
Proofs
First proof
Second proof
More proofs
Special cases
Titu's lemma
R2 (ordinary two-dimensional space)
Rn (n-dimensional Euclidean space)
L2
Applications
Analysis
Geometry
Probability theory
Generalizations
See also
Notes
References
External links

Statement of the inequality

The Cauchy–Schwarz inequality states that for all vectors and of an inner product space it is true that

where is the inner product. Examples of inner products include the real and complex dot product; see the examples in inner
product. Equivalently, by taking the square root of both sides, and referring to the norms of the vectors, the inequality is written
as[2][3]
Moreover, the two sides are equal if and only if and are linearly dependent (meaning they are parallel: one of the vector's
magnitudes is zero, or one is a scalar multiple of the other).[4][5]

If and , and the inner product is the standard complex inner product, then the inequality may be
restated more explicitly as follows (where the bar notation is used for complex conjugation):

or

Proofs

First proof
Let and be arbitrary vectors in a vector space over with an inner product, where is the field of real or complex numbers.
We prove the inequality

and that equality holds if and only if either or is a multiple of the other (which includes the special case that either is the zero
vector).

If , it is clear that there is equality, and in this case and are also linearly dependent, regardless of , so the theorem is
true. Similarly if . One henceforth assumes that is nonzero.

Let

Then, by linearity of the inner product in its first argument, one has

Therefore, is a vector orthogonal to the vector (Indeed, is the projection of onto the plane orthogonal to .) We can thus
apply the Pythagorean theorem to

which gives
and, after multiplication by and taking square root, we get the Cauchy–Schwarz inequality. Moreover, if the relation in
the above expression is actually an equality, then and hence ; the definition of then establishes a relation of
linear dependence between and . On the other hand, if and are linearly dependent, then there exists such that
(since ). Then

This establishes the theorem.

Second proof
Let and be arbitrary vectors in an inner product space over .

In the special case the theorem is trivially true. Now assume that . Let be given by , then

Therefore, , or .

If the inequality holds as an equality, then , and so , thus and are linearly dependent. On the
other hand, if and are linearly dependent, then , as shown in the first proof.

More proofs
There are many different proofs[6] of the Cauchy–Schwarz inequality other than the above two examples.[1][3] When consulting
other sources, there are often two sources of confusion. First, some authors define ⟨⋅,⋅⟩ to be linear in the second argument rather
than the first. Second, some proofs are only valid when the field is and not .[7]

Special cases

Titu's lemma
Titu's lemma (named after Titu Andreescu, also known as T2 lemma, Engel's form, or Sedrakyan's inequality) states that for
positive reals, one has
It is a direct consequence of the Cauchy–Schwarz inequality, obtained upon substituting and This form is

especially helpful when the inequality involves fractions where the numerator is a perfect square.

R2 (ordinary two-dimensional space)

In the usual 2-dimensional space with the dot product, let and . The Cauchy–Schwarz inequality is
that

where is the angle between and

The form above is perhaps the easiest in which to understand the inequality, since the square of the cosine can be at most 1, which
occurs when the vectors are in the same or opposite directions. It can also be restated in terms of the vector coordinates
and as

where equality holds if and only if the vector is in the same or opposite direction as the vector or if one of
them is the zero vector.

Rn (n-dimensional Euclidean space)

In Euclidean space with the standard inner product, the Cauchy–Schwarz inequality is

The Cauchy–Schwarz inequality can be proved using only ideas from elementary algebra in this case. Consider the following
quadratic polynomial in

Since it is nonnegative, it has at most one real root for , hence its discriminant is less than or equal to zero. That is,

which yields the Cauchy–Schwarz inequality.

L2
For the inner product space of square-integrable complex-valued functions, one has

A generalization of this is the Hölder inequality.

Applications

Analysis
The triangle inequality for the standard norm is often shown as a consequence of the Cauchy–Schwarz inequality, as follows:
given vectors x and y:

Taking square roots gives the triangle inequality.

The Cauchy–Schwarz inequality is used to prove that the inner product is a continuous function with respect to the topology
induced by the inner product itself.[8][9]

Geometry
The Cauchy–Schwarz inequality allows one to extend the notion of "angle between two vectors" to any real inner-product space
by defining:[10][11]

The Cauchy–Schwarz inequality proves that this definition is sensible, by showing that the right-hand side lies in the interval
[−1, 1] and justifies the notion that (real) Hilbert spaces are simply generalizations of the Euclidean space. It can also be used to
define an angle in complex inner-product spaces, by taking the absolute value or the real part of the right-hand side,[12][13] as is
done when extracting a metric from quantum fidelity.

Probability theory
Let X, Y be random variables, then the covariance inequality[14][15] is given by

After defining an inner product on the set of random variables using the expectation of their product,

the Cauchy–Schwarz inequality becomes

To prove the covariance inequality using the Cauchy–Schwarz inequality, let and , then
where denotes variance, and denotes covariance.

Generalizations
Various generalizations of the Cauchy–Schwarz inequality exist in the context of operator theory, e.g. for operator-convex
functions and operator algebras, where the domain and/or range are replaced by a C*-algebra or W*-algebra.

An inner product can be used to define a positive linear functional. For example, given a Hilbert space being a finite
measure, the standard inner product gives rise to a positive functional by . Conversely, every positive linear
functional on can be used to define an inner product , where is the pointwise complex conjugate
of . In this language, the Cauchy–Schwarz inequality becomes[16]

which extends verbatim to positive functionals on C*-algebras:

Theorem (Cauchy–Schwarz inequality for positive functionals on C*-algebras):[17][18] If is a positive linear functional on a
C*-algebra then for all , .

The next two theorems are further examples in operator algebra.

Theorem (Kadison–Schwarz inequality,[19][20] named after Richard Kadison): If is a unital positive map, then for every
normal element in its domain, we have and .

This extends the fact , when is a linear functional. The case when is self-adjoint, i.e.
is sometimes known as Kadison's inequality.

Theorem (Modified Schwarz inequality for 2-positive maps):[21] For a 2-positive map between C*-algebras, for all in its
domain,

Another generalization is a refinement obtained by interpolating between both sides the Cauchy-Schwarz inequality:

Theorem (Callebaut's Inequality)[22] For reals ,

It can be easily proven by Hölder's inequality.[23] There are also non commutative versions for operators and tensor products of
matrices.[24]

See also
 Bessel's inequality
Jensen's inequality
Kunita–Watanabe inequality
Minkowski inequality

Notes
1. Steele, J. Michael (2004). The Cauchy–Schwarz Master Class: an Introduction to the Art of Mathematical
Inequalities (http://www-stat.wharton.upenn.edu/~steele/Publications/Books/CSMC/CSMC_index.html). The
Mathematical Association of America. p. 1. ISBN 978-0521546775. "...there is no doubt that this is one of the
most widely used and most important inequalities in all of mathematics."
2. Strang, Gilbert (19 July 2005). "3.2". Linear Algebra and its Applications (4th ed.). Stamford, CT: Cengage
Learning. pp. 154–155. ISBN 978-0030105678.
3. Hunter, John K.; Nachtergaele, Bruno (2001). Applied Analysis (https://books.google.com/books?id=oOYQVeHm
Nk4C). World Scientific. ISBN 981-02-4191-7.
4. Bachmann, George; Narici, Lawrence; Beckenstein, Edward (2012-12-06). Fourier and Wavelet Analysis (https://
books.google.com/books?id=PkHhBwAAQBAJ). Springer Science & Business Media. p. 14.
ISBN 9781461205050.
5. Hassani, Sadri (1999). Mathematical Physics: A Modern Introduction to Its Foundations. Springer. p. 29. ISBN 0-
387-98579-4. "Equality holds iff <c|c>=0 or |c>=0. From the definition of |c>, we conclude that |a> and |b> must
be proportional."
6. Wu, Hui-Hua; Wu, Shanhe (April 2009). "Various proofs of the Cauchy-Schwarz inequality" (http://www.uni-miskol
c.hu/~matsefi/Octogon/volumes/volume1/article1_19.pdf) (PDF). Octogon Mathematical Magazine. 17 (1): 221–
229. ISBN 978-973-88255-5-0. ISSN 1222-5657 (https://www.worldcat.org/issn/1222-5657). Retrieved 18 May
2016.
7. Aliprantis, Charalambos D.; Border, Kim C. (2007-05-02). Infinite Dimensional Analysis: A Hitchhiker's Guide (htt
ps://books.google.com/books?id=4hIq6ExH7NoC). Springer Science & Business Media. ISBN 9783540326960.
8. Bachman, George; Narici, Lawrence (2012-09-26). Functional Analysis (https://books.google.com/books?id=_lTD
AgAAQBAJ). Courier Corporation. p. 141. ISBN 9780486136554.
9. Swartz, Charles (1994-02-21). Measure, Integration and Function Spaces (https://books.google.com/books?id=S
sbsCgAAQBAJ). World Scientific. p. 236. ISBN 9789814502511.
10. Ricardo, Henry (2009-10-21). A Modern Introduction to Linear Algebra (https://books.google.com/books?id=s7bM
BQAAQBAJ). CRC Press. p. 18. ISBN 9781439894613.
11. Banerjee, Sudipto; Roy, Anindya (2014-06-06). Linear Algebra and Matrix Analysis for Statistics (https://books.go
ogle.com/books?id=WDTcBQAAQBAJ). CRC Press. p. 181. ISBN 9781482248241.
12. Valenza, Robert J. (2012-12-06). Linear Algebra: An Introduction to Abstract Mathematics (https://books.google.c
om/books?id=7x8MCAAAQBAJ). Springer Science & Business Media. p. 146. ISBN 9781461209010.
13. Constantin, Adrian (2016-05-21). Fourier Analysis with Applications (https://books.google.com/books?id=JnMZD
AAAQBAJ). Cambridge University Press. p. 74. ISBN 9781107044104.
14. Mukhopadhyay, Nitis (2000-03-22). Probability and Statistical Inference (https://books.google.com/books?id=TM
SnGkr_DxwC). CRC Press. p. 150. ISBN 9780824703790.
15. Keener, Robert W. (2010-09-08). Theoretical Statistics: Topics for a Core Course (https://books.google.com/book
s?id=aVJmcega44cC). Springer Science & Business Media. p. 71. ISBN 9780387938394.
16. Faria, Edson de; Melo, Welington de (2010-08-12). Mathematical Aspects of Quantum Field Theory (https://book
s.google.com/books?id=u9M9PFLNpMMC). Cambridge University Press. p. 273. ISBN 9781139489805.
17. Lin, Huaxin (2001-01-01). An Introduction to the Classification of Amenable C*-algebras (https://books.google.co
m/books?id=2qru8d7BCAAC). World Scientific. p. 27. ISBN 9789812799883.
18. Arveson, W. (2012-12-06). An Invitation to C*-Algebras (https://books.google.com/books?id=d5TqBwAAQBAJ).
Springer Science & Business Media. p. 28. ISBN 9781461263715.
19. Størmer, Erling (2012-12-13). Positive Linear Maps of Operator Algebras (https://books.google.com/books?id=lQt
KAIONqwIC). Springer Monographs in Mathematics. Springer Science & Business Media. ISBN 9783642343698.
20. Kadison, Richard V. (1952-01-01). "A Generalized Schwarz Inequality and Algebraic Invariants for Operator
Algebras". Annals of Mathematics. 56 (3): 494–503. doi:10.2307/1969657 (https://doi.org/10.2307%2F1969657).
JSTOR 1969657 (https://www.jstor.org/stable/1969657).
21. Paulsen, Vern (2002). Completely Bounded Maps and Operator Algebras (https://books.google.com/books?id=Vt
SFHDABxMIC&pg=PA40). Cambridge Studies in Advanced Mathematics. 78. Cambridge University Press. p. 40.
ISBN 9780521816694.
22. Callebaut, D.K. (1965). "Generalization of the Cauchy–Schwarz inequality". J. Math. Anal. Appl. 12 (3): 491–494.
doi:10.1016/0022-247X(65)90016-8 (https://doi.org/10.1016%2F0022-247X%2865%2990016-8).
23. Callebaut's inequality (https://artofproblemsolving.com/wiki/index.php?title=Callebaut%27s_Inequality). Entry in
the AoPS Wiki.
24. Moslehian, M.S.; Matharu, J.S.; Aujla, J.S. (2011). "Non-commutative Callebaut inequality". arXiv:1112.3003 (htt
ps://arxiv.org/abs/1112.3003) [math.FA (https://arxiv.org/archive/math.FA)].

References
Aldaz, J. M.; Barza, S.; Fujii, M.; Moslehian, M. S. (2015), "Advances in Operator Cauchy—Schwarz inequalities
and their reverses", Annals of Functional Analysis, 6 (3): 275–295, doi:10.15352/afa/06-3-20 (https://doi.org/10.1
5352%2Fafa%2F06-3-20)
Bityutskov, V. I. (2001) [1994], "Bunyakovskii inequality" (https://www.encyclopediaofmath.org/index.php?title=b/b
017770), in Hazewinkel, Michiel (ed.), Encyclopedia of Mathematics, Springer Science+Business Media B.V. /
Kluwer Academic Publishers, ISBN 978-1-55608-010-4
Bunyakovsky, V. (1859), "Sur quelques inegalités concernant les intégrales aux différences finies" (http://www-sta
t.wharton.upenn.edu/~steele/Publications/Books/CSMC/bunyakovsky.pdf) (PDF), Mem. Acad. Sci. St.
Petersbourg, 7 (1): 9
Cauchy, A.-L. (1821), "Sur les formules qui résultent de l'emploie du signe et sur > ou <, et sur les moyennes
entre plusieurs quantités", Cours d'Analyse, 1er Partie: Analyse Algébrique 1821; OEuvres Ser.2 III 373-377
Dragomir, S. S. (2003), "A survey on Cauchy–Bunyakovsky–Schwarz type discrete inequalities" (https://web.arch
ive.org/web/20080720034744/http://jipam.vu.edu.au/article.php?sid=301), Journal of Inequalities in Pure and
Applied Mathematics, 4 (3): 142 pp, archived from the original (http://jipam.vu.edu.au/article.php?sid=301) on
2008-07-20
Grinshpan, A. Z. (2005), "General inequalities, consequences, and applications", Advances in Applied
Mathematics, 34 (1): 71–100, doi:10.1016/j.aam.2004.05.001 (https://doi.org/10.1016%2Fj.aam.2004.05.001)
Kadison, R. V. (1952), "A generalized Schwarz inequality and algebraic invariants for operator algebras", Annals
of Mathematics, 56 (3): 494–503, doi:10.2307/1969657 (https://doi.org/10.2307%2F1969657), JSTOR 1969657
(https://www.jstor.org/stable/1969657).
Lohwater, Arthur (1982), Introduction to Inequalities (http://www.mediafire.com/?1mw1tkgozzu), Online e-book in
PDF fomat
Paulsen, V. (2003), Completely Bounded Maps and Operator Algebras, Cambridge University Press.
Schwarz, H. A. (1888), "Über ein Flächen kleinsten Flächeninhalts betreffendes Problem der Variationsrechnung"
(http://www-stat.wharton.upenn.edu/~steele/Publications/Books/CSMC/Schwarz.pdf) (PDF), Acta Societatis
Scientiarum Fennicae, XV: 318
Solomentsev, E. D. (2001) [1994], "Cauchy inequality" (https://www.encyclopediaofmath.org/index.php?title=C/c0
20880), in Hazewinkel, Michiel (ed.), Encyclopedia of Mathematics, Springer Science+Business Media B.V. /
Kluwer Academic Publishers, ISBN 978-1-55608-010-4
Steele, J. M. (2004), The Cauchy–Schwarz Master Class (http://www-stat.wharton.upenn.edu/~steele/Publication
s/Books/CSMC/CSMC_index.html), Cambridge University Press, ISBN 0-521-54677-X

External links
 Earliest Uses: The entry on the Cauchy–Schwarz inequality has some historical information. (http://jeff560.tripod.
com/c.html)
Example of application of Cauchy–Schwarz inequality to determine Linearly Independent Vectors (http://people.re
voledu.com/kardi/tutorial/LinearAlgebra/LinearlyIndependent.html#LinearlyIndependentVectors) Tutorial and
Interactive program.

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